Package org.drip.product.calib

Class StreamQuoteSet

java.lang.Object
org.drip.product.calib.StreamQuoteSet
public class StreamQuoteSet
extends java.lang.Object
StreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Universal Stream.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    StreamQuoteSet()
    Empty StreamQuoteSet Constructor

  • Method Summary

    Modifier and Type Method Description
    double basis()
    Retrieve the Basis
    boolean containsBasis()
    Indicate if the Basis Field exists
    boolean containsCouponSpread()
    Indicate if the Coupon/Spread Field exists
    boolean containsPV()
    Indicate if the PV Field exists
    double couponSpread()
    Retrieve the Coupon/Spread
    double pv()
    Retrieve the PV
    boolean setBasis​(double dblBasis)
    Set the Basis
    boolean setCouponSpread​(double dblCouponSpread)
    Set the Coupon/Spread
    boolean setPV​(double dblPV)
    Set the PV

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • StreamQuoteSet

      public StreamQuoteSet()
      Empty StreamQuoteSet Constructor

  • Method Details

    • setPV

      public boolean setPV​(double dblPV)
      Set the PV
      Parameters:
      dblPV - The PV
      Returns:
      TRUE - PV successfully set

    • containsPV

      public boolean containsPV()
      Indicate if the PV Field exists
      Returns:
      TRUE - PV Field Exists

    • pv

      public double pv() throws java.lang.Exception
      Retrieve the PV
      Returns:
      The PV
      Throws:
      java.lang.Exception - Thrown if the PV Field does not exist

    • setCouponSpread

      public boolean setCouponSpread​(double dblCouponSpread)
      Set the Coupon/Spread
      Parameters:
      dblCouponSpread - The Coupon/Spread
      Returns:
      TRUE - The Coupon/Spread successfully set

    • containsCouponSpread

      public boolean containsCouponSpread()
      Indicate if the Coupon/Spread Field exists
      Returns:
      TRUE - Coupon/Spread Field Exists

    • couponSpread

      public double couponSpread() throws java.lang.Exception
      Retrieve the Coupon/Spread
      Returns:
      The Coupon/Spread
      Throws:
      java.lang.Exception - Thrown if the Coupon/Spread Field does not exist

    • setBasis

      public boolean setBasis​(double dblBasis)
      Set the Basis
      Parameters:
      dblBasis - The Basis
      Returns:
      TRUE - The Basis successfully set

    • containsBasis

      public boolean containsBasis()
      Indicate if the Basis Field exists
      Returns:
      TRUE - Basis Field Exists

    • basis

      public double basis() throws java.lang.Exception
      Retrieve the Basis
      Returns:
      The Basis
      Throws:
      java.lang.Exception - Thrown if the Basis Field does not exist